MCMC, Particle Filtering, and Programmable Hierarchical Modeling
Placeholder for buildAuxiliaryFilter
Placeholder for buildBootstrapFilter
Placeholder for buildEnsembleKF
Placeholder for buildIteratedFilter2
Placeholder for buildLiuWestFilter
Builds an MCEM algorithm for a given NIMBLE model
Create an MCMC object from a NIMBLE model, or an MCMC configuration ob...
Calculating WAIC using an offline algorithm
Calculate number of islands based on a CAR adjacency matrix.
The CAR-Normal Distribution
The CAR-Proper Distribution
Turn a numeric vector into a single-row or single-column matrix
Automated parameter blocking procedure for efficient MCMC sampling
NIMBLE language function to break tracking of derivatives
Data type for the return value of nimDerivs
create an ADproxyModelClass object
Determine if any values in a vector are NA or NaN
Convert CAR structural parameters to adjacency, weights, num format
Convert weights vector to parameters of dcar_proper distributio
BUGSdeclClass contains the information extracted from one BUGS declara...
Build Adaptive Gauss-Hermite Quadrature Grid
Calculate bounds for the autocorrelation parameter of the `dcar_proper...
Calculate the upper bound for the autocorrelation parameter of the `dc...
Calculate the lower bound for the autocorrelation parameter of the `dc...
The Categorical Distribution
Check for interrupt (e.g. Ctrl-C) during nimbleFunction execution. Par...
The Chinese Restaurant Process Distribution
Clear compiled objects from a project and unload shared library
Class CmodelBaseClass
Class CnimbleFunctionBase
Class codeBlockClass
compile NIMBLE models and nimbleFunctions
Build the MCMCconf object for construction of an MCMC object
Configure Reversible Jump for Variable Selection
Constraint calculations in NIMBLE
Makes the Metropolis-Hastings acceptance decision, based upon the inpu...
Creates a nimbleFunction for executing the Metropolis-Hastings jumping...
Explicitly declare a variable in run-time code of a nimbleFunction
Remove user-supplied distributions from use in NIMBLE BUGS models
The Dirichlet Distribution
Get information about a distribution
The Double Exponential (Laplace) Distribution
eigenNimbleList definition
The Exponential Distribution
Extract named elements from MCMC sampler control list
The Improper Uniform Distribution
Get value of bound of a stochastic node in a model
Get the directory path to one of the classic BUGS examples installed w...
Get a list of conditionally independent sets of nodes in a nimble mode...
Get nimbleFunction definition
EXPERIMENTAL: Get list of parameter names generated by model macros
Get NIMBLE Option
Get value of a parameter of a stochastic node in a model
Get posterior samples for a Dirichlet process measure
Returns number of rows of modelValues
Create an Identity matrix (Deprecated)
Performs initialization of nimble model node values and log probabilit...
Interval calculations
The Inverse Gamma Distribution
The Inverse Wishart Distribution
check if a nimbleFunction
check if a nimbleList
Laplace approximation and adaptive Gauss-Hermite quadrature
The LKJ Distribution for the Cholesky Factor of a Correlation Matrix
Make an object of information about a model-bound pairing for getBound...
Information on model structure used for derivatives
Make an object of information about a model-parameter pairing for getP...
Class MCMCconf
EXPERIMENTAL: Turn a function into a model macro
Class modelBaseClass
Class for NIMBLE model definition
Information on initial values in a NIMBLE model
Create a NIMBLE modelValues Object
access (call) a member function of a nimbleFunction
Class modelValuesBaseClass
Create the confs for a custom NIMBLE modelValues object
The Multinomial Distribution
The Multivariate t Distribution
The Multivariate Normal Distribution
Access or set a member variable of a nimbleFunction
Functions and Classes Internal to NIMBLE
Mathematical functions for BUGS and nimbleFunction programming
nimble: MCMC, Particle Filtering, and Programmable Hierarchical Modeli...
NIMBLE language functions for R-like vector construction
Turn BUGS model code into an object for use in nimbleModel or `readB...
Create a nimbleFunction that wraps a call to external compiled code
return sizes of an object whether it is a vector, matrix or array
create a nimbleFunction
Class nimbleFunctionBase
Create a list of nimbleFunctions
create a virtual nimbleFunction, a base class for other nimbleFunction...
create a nimbleList
Executes one or more chains of NIMBLE's default MCMC algorithm, for a ...
Create a NIMBLE model from BUGS code
NIMBLE Options Settings
Make an R function callable from compiled nimbleFunctions (including n...
create a nimbleType object
cat function for use in nimbleFunctions
Copying function for NIMBLE
Nimble Derivatives
Spectral Decomposition of a Matrix
Integration of One-Dimensional Functions
Creates matrix or array objects for use in nimbleFunctions
Creates numeric, integer or logical vectors for use in nimbleFunctions
General-purpose Optimization
Creates a default control argument for nimOptim.
Set or get an optimization function to be used by nimOptim
print function for use in nimbleFunctions
Halt execution of a nimbleFunction function method. Part of the NIMBLE...
Singular Value Decomposition of a Matrix
calculate, calculateDiff, simulate, or get the current log probabiliti...
Data type for the control parameter of nimOptim
Creates a deafult control argument for optim (just an empty list).
Data type for the return value of nimOptim
Automated transformations of model nodes to unconstrained scales
Power function for integer-valued exponent
Print error messages after failed compilation
Temporarily set some NIMBLE options.
Generates a weighted sample (with replacement) of ranks
Create a NIMBLE BUGS model from a variety of input formats, including ...
Add user-supplied distributions for use in NIMBLE BUGS models
Resizes a modelValues object
Set values of one variable of a modelValues object from an R matrix
Class RmodelBaseClass
Time execution of NIMBLE code
Perform k-fold cross-validation on a NIMBLE model fit by MCMC
Combine steps of running Laplace or adaptive Gauss-Hermite quadrature ...
Run one or more chains of an MCMC algorithm and return samples, summar...
MCMC Sampling Algorithms
Creates a nimbleFunction for setting the values of one or more model n...
Creates a nimbleFunction for setting the value of a scalar model node,...
set the size of a numeric variable in NIMBLE
Organize model nodes for marginalization
Explicitly declare objects created in setup code to be preserved and c...
Basic nimbleFunctions for calculate, simulate, and getLogProb with a s...
Basic nimbleFunctions for using a NIMBLE model with sets of stored val...
Class singleVarAccessClass
The Stick Breaking Function
Summarize results from Laplace or adaptive Gauss-Hermite quadrature ap...
svdNimbleList definition
The t Distribution
Tests BUGS examples in the NIMBLE system
get or set value of member data from a compiled nimbleFunction using a...
Access or set values for a set of nodes in a model
Using WAIC
waicDetailsNimbleList definition
waicNimbleList definition
The Wishart Distribution
A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <https://r-nimble.org>.
Useful links